NYMEX Light Sweet Crude Oil Future March 2021
Trading Metrics calculated at close of trading on 22-Oct-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2020 |
22-Oct-2020 |
Change |
Change % |
Previous Week |
Open |
42.02 |
40.92 |
-1.10 |
-2.6% |
41.57 |
High |
42.36 |
41.87 |
-0.49 |
-1.2% |
42.42 |
Low |
40.68 |
40.63 |
-0.05 |
-0.1% |
40.44 |
Close |
40.90 |
41.50 |
0.60 |
1.5% |
41.95 |
Range |
1.68 |
1.24 |
-0.44 |
-26.2% |
1.98 |
ATR |
1.38 |
1.37 |
-0.01 |
-0.7% |
0.00 |
Volume |
35,722 |
18,978 |
-16,744 |
-46.9% |
152,241 |
|
Daily Pivots for day following 22-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
45.05 |
44.52 |
42.18 |
|
R3 |
43.81 |
43.28 |
41.84 |
|
R2 |
42.57 |
42.57 |
41.73 |
|
R1 |
42.04 |
42.04 |
41.61 |
42.31 |
PP |
41.33 |
41.33 |
41.33 |
41.47 |
S1 |
40.80 |
40.80 |
41.39 |
41.07 |
S2 |
40.09 |
40.09 |
41.27 |
|
S3 |
38.85 |
39.56 |
41.16 |
|
S4 |
37.61 |
38.32 |
40.82 |
|
|
Weekly Pivots for week ending 16-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
47.54 |
46.73 |
43.04 |
|
R3 |
45.56 |
44.75 |
42.49 |
|
R2 |
43.58 |
43.58 |
42.31 |
|
R1 |
42.77 |
42.77 |
42.13 |
43.18 |
PP |
41.60 |
41.60 |
41.60 |
41.81 |
S1 |
40.79 |
40.79 |
41.77 |
41.20 |
S2 |
39.62 |
39.62 |
41.59 |
|
S3 |
37.64 |
38.81 |
41.41 |
|
S4 |
35.66 |
36.83 |
40.86 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
42.64 |
40.63 |
2.01 |
4.8% |
1.12 |
2.7% |
43% |
False |
True |
24,466 |
10 |
42.64 |
40.44 |
2.20 |
5.3% |
1.19 |
2.9% |
48% |
False |
False |
28,822 |
20 |
42.64 |
38.12 |
4.52 |
10.9% |
1.41 |
3.4% |
75% |
False |
False |
33,317 |
40 |
45.00 |
38.12 |
6.88 |
16.6% |
1.39 |
3.3% |
49% |
False |
False |
30,344 |
60 |
45.07 |
38.12 |
6.95 |
16.7% |
1.26 |
3.0% |
49% |
False |
False |
25,635 |
80 |
45.07 |
38.12 |
6.95 |
16.7% |
1.19 |
2.9% |
49% |
False |
False |
22,065 |
100 |
45.07 |
36.55 |
8.52 |
20.5% |
1.29 |
3.1% |
58% |
False |
False |
19,803 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
47.14 |
2.618 |
45.12 |
1.618 |
43.88 |
1.000 |
43.11 |
0.618 |
42.64 |
HIGH |
41.87 |
0.618 |
41.40 |
0.500 |
41.25 |
0.382 |
41.10 |
LOW |
40.63 |
0.618 |
39.86 |
1.000 |
39.39 |
1.618 |
38.62 |
2.618 |
37.38 |
4.250 |
35.36 |
|
|
Fisher Pivots for day following 22-Oct-2020 |
Pivot |
1 day |
3 day |
R1 |
41.42 |
41.64 |
PP |
41.33 |
41.59 |
S1 |
41.25 |
41.55 |
|